0.40Open0.45Pre Close92 Volume173 Open Interest17.00Strike Price12.86KTurnover89.81%IV2.78%PremiumAug 16, 2024Expiry Date1.68Intrinsic Value100Multiplier24DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.7034Delta0.0789Gamma6.98Leverage Ratio-0.0322Theta0.0071Rho4.91Eff Leverage0.0169Vega